Price volatility and rational expectations in a sectoral framework commodity model: a multivariate GARCH approach
| Year of publication: |
2011
|
|---|---|
| Authors: | Rezitis, Anthony N. ; Stavropoulos, Konstantinos S. |
| Published in: |
Agricultural Economics. - International Association of Agricultural Economists - IAAE, ISSN 0169-5150. - Vol. 42.2011, 3, p. 419-435
|
| Publisher: |
International Association of Agricultural Economists - IAAE |